$10.57
-0.05 (-0.47%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.47% | Sharpe | 0.17 |
| Sortino | 0.25 |
| Beta | 1.30 | Correlation | 0.25 |
| Up capture | 109.44% | Down capture | 144.35% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.20% | Ulcer Index | 37.08 |
| MTD | −16.97% | QTD | −9.11% |
| YTD | −66.91% | Window (ann., 3.0y) | −5.24% |
| Skewness | 0.50 | Excess Kurtosis | 8.49 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.90 |
| Gain/Pain | 0.03 | Hit Rate | 51.74% |
| Win/Loss | 0.93 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.09% | -8.44% | -5.61% | -7.94% |
| CVaR (ES) | -7.47% | -11.47% | -7.04% | -9.11% |
| VaR (Cornish-Fisher) | — | — | -4.52% | -13.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.20% | 2025-08-27 | 2026-05-18 | ongoing | 179 | — |
| -39.85% | 2024-06-28 | 2024-11-15 | 2025-08-13 | 98 | 183 |
| -17.55% | 2023-08-22 | 2023-09-13 | 2023-11-15 | 15 | 45 |
| -9.52% | 2024-06-05 | 2024-06-14 | 2024-06-24 | 7 | 5 |
| -8.76% | 2024-01-08 | 2024-01-31 | 2024-02-20 | 16 | 13 |
| -7.61% | 2024-02-21 | 2024-02-22 | 2024-03-01 | 1 | 6 |
| -7.19% | 2023-12-13 | 2023-12-18 | 2023-12-27 | 3 | 6 |
| -6.24% | 2024-05-09 | 2024-05-13 | 2024-05-20 | 2 | 5 |
| -5.29% | 2023-12-29 | 2024-01-03 | 2024-01-08 | 2 | 3 |
| -4.31% | 2024-06-26 | 2024-06-27 | 2024-06-28 | 1 | 1 |
Worst depth first · lengths in trading days.